SK Compute the portfolio returns and risk measures of a portfolio you create. You can pick any two companies to download stock data for (daily or monthly). For the data you will need to attain about 50 observations (prices and returns for each stock). Task 1: Compute the respective average, standard deviation, and covariance of monthly or daily stock returns. Covariance table will be in the form: Var(stock1, stocki) Cov(stock1, stock2) Cov(stock1, stock2) Var(stock2, stock2) Note: Use STDEV.P in Excel for the standard deviation Task 2: Using the obtained statistics from Q1, calculate an equal weighted portfolio return and portfolio variance for the first portfolio using the below equations: Equal weighted portfolio return: E(Rp) = wi(avg(ra)) + wz(avg(r2)); where w is the weight of each stock in the portfolio. And avg(ra) is the mean return for stock 1 and avg(ra) is the mean return for stock 2. Portfolio variance: op=W ( 051) + W2 0252) + 2+W, W2. Osl Os2